One of my favorite villains is Albert Wesker from the Resident Evil series. The dude is a psychopath with extreme power. He literally sends the world into chaos. He dodges bullets like thin air and has cool fighting moves. Plus his wardrobe is bad ass.

Christopher Walken as Max Zorin in "A View to a Kill" ... When the Zorin blimp gets stuck on the Golden Gate bridge, he is the epitome of a crazed billionaire saying, "Powuh. Moawu powuh!" ... shortly thereafter he then kills all the workers in the mine and when the mine manager says, "But my men?!" he responds with a smirking laugh, "Yeah! I know!"

edit - Don't know if you'd consider it a series or a really long movie (except for the final 1/2 season, we watched the entire tale on DVD), but the absolute worst on-screen villain of all time ...